Anic Equity

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Total return since start: 0.62 %

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Equity now: -----------------------------> 49475.88 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 45415.87 Kr

PnL: ---------------------------------------> 359.87 Kr

DD now: ---------------------------------> -6.861 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-04 12:56:08.834598'

Anic Portfolio

Today

Return: 1.233 %

This Week

Return: 0.35 %

Total portfolio value

Return including deposits: 61.971 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.860000	1675.080000	206.080000	14.030000	1468.999998
Sedana Medical	93	5.070000	2698.860000	177.860000	7.060000	2521.000011
Orrön Energy	180	5.560000	2170.800000	127.800000	6.260000	2043.000000
Platzer Fastigheter Holding B	12	5.320000	1021.200000	60.200000	6.260000	960.999996
Atrium Ljungberg B	5	3.940000	990.000000	55.000000	5.880000	935.000000
JM	6	3.550000	909.000000	45.000000	5.210000	864.000000
Sagax A	4	4.190000	896.000000	42.000000	4.920000	854.000000
Sagax B	4	3.370000	896.000000	42.000000	4.920000	854.000000
Catena	2	3.780000	833.600000	41.600000	5.250000	792.000000
Hoist Finance	35	1.050000	1015.000000	35.000000	3.570000	980.000000
Hexatronic Group	12	2.260000	990.000000	23.000000	2.380000	966.999996
Bilia A	8	2.040000	918.400000	18.400000	2.040000	900.000000
BioGaia B	8	1.110000	944.800000	14.800000	1.590000	930.000000
Gränges	9	1.550000	942.300000	14.300000	1.540000	927.999999
HEXPOL B	9	-0.260000	1025.100000	4.100000	0.400000	1020.999996
Clas Ohlson B	12	0.250000	976.800000	3.800000	0.390000	972.999996
Biotage	7	0.070000	943.600000	2.600000	0.280000	940.999997
AcadeMedia	8	0.400000	402.400000	0.400000	0.100000	402.000000
OX2	13	0.970000	949.650000	-0.350000	-0.040000	949.999999
EQT	4	0.240000	830.000000	-2.000000	-0.240000	832.000000
Byggmax Group	33	0.000000	953.040000	-2.960000	-0.310000	956.000001
ASSA ABLOY B	3	-0.730000	770.100000	-8.900000	-1.140000	779.000001
Alimak Group	11	-0.240000	915.200000	-12.800000	-1.380000	927.999996
Nordic Waterproofing Holding	7	0.450000	947.800000	-19.200000	-1.990000	966.999999
Creaspac SPAC	39	0.000000	3697.200000	-20.800000	-0.560000	3717.999987
VEF	909	0.300000	1823.450000	-26.550000	-1.440000	1850.000436
SKF B	5	-2.330000	910.250000	-29.750000	-3.160000	940.000000
Addnode Group B	11	-1.830000	884.950000	-36.050000	-3.910000	921.000003
Latour B	4	-0.200000	816.400000	-40.600000	-4.740000	857.000000
Indutrade	5	1.290000	1176.000000	-42.000000	-3.450000	1218.000000
Vitec Software Group B	2	0.190000	1044.000000	-43.000000	-3.960000	1087.000000
Hexagon B	26	0.350000	3402.100000	-58.900000	-1.700000	3461.000010
INVISIO	16	0.670000	3624.000000	-65.000000	-1.760000	3689.000000
Bufab	3	-1.600000	1036.200000	-72.800000	-6.560000	1109.000001
BHG Group	97	1.720000	1378.370000	-80.630000	-5.530000	1458.999989
TOTAL			45407.650000	351.650000	-6.87399%	45056.000411

Updated:

'2023-07-04 12:54:53.640091'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.